{
  "id": "1806.03565",
  "version": "v1",
  "published": "2018-06-10T01:13:46.000Z",
  "updated": "2018-06-10T01:13:46.000Z",
  "title": "Local time and Tanaka formula of $G$-martingales",
  "authors": [
    "Guomin Liu"
  ],
  "categories": [
    "math.PR"
  ],
  "abstract": "The objective of this paper is to study the local time and Tanaka formula of symmetric $G$-martingales. We introduce the local time of $G$-martingales and show that they belong to $G$-expectation space $L_{G}^{2}(\\Omega _{T})$. The bicontinuous modification of local time is obtained. We finally give the Tanaka formula for convex functions of $G$-martingales.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2018-06-10T01:13:46.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "local time",
      "tanaka formula",
      "martingales",
      "expectation space"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}